Norway was united to one kingdom by Harald Hårfagre (at least, he has been credited for it) after the Battle of Hafrsfjord. The name is mentioned for the first time by Ottar from Hålogaland (~800) in his meeting with King Alfred of England. He talked about "Nordvegr", meaning "North way" or "The way to the North". The name thus comes from the trade routes along the Norwegian coast.

(Small digression to conclude: Ottar also has the first account of Sami populations in North of Norway)